Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,319 CHF | 503,319 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 503,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 503,500 CHF | 98.26% | 98.26% |
07/05/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 499,907 | 499,907 | 502,407 CHF | 503,407 CHF | 99.59% | 99.59% |
06/05/2024 | 0.40% | 100.40 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 100.40 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,716 CHF | 503,716 CHF | 100.00% | 100.00% |
02/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,902 CHF | 503,902 CHF | 100.00% | 100.00% |
30/04/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 499,679 | 499,679 | 502,677 CHF | 503,677 CHF | 100.00% | 100.00% |
29/04/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 504,000 CHF | 100.00% | 100.00% |
26/04/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 499,643 | 499,643 | 502,640 CHF | 503,641 CHF | 99.69% | 99.69% |